+70.3%
SLB vs WST
+1.6%
+68.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.3% | +1.4% | -5.6% | -4.4% |
| 30D | +1.9% | +12.7% | -10.8% | +0.9% |
| 3M | -5.7% | +17.2% | -22.9% | -7.0% |
| 6M | -5.3% | +26.7% | -32.0% | -7.5% |
| YTD | +32.2% | +50.3% | -18.1% | +26.5% |
| 1Y | +38.5% | +50.2% | -11.7% | +32.6% |
| 3Y | +1.1% | +21.7% | -20.6% | -4.5% |
| 5Y | +70.3% | +2.0% | +68.2% | +40.6% |
| All | +70.3% | +1.6% | +68.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling